+168.1%
IJR vs MSCI
+634.9%
-466.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.1% |
| 7D | -2.2% | -3.2% | +1.0% | -1.0% |
| 30D | -4.6% | -1.1% | -3.5% | -4.3% |
| 3M | +0.2% | -6.3% | +6.6% | +1.9% |
| 6M | +14.7% | +2.1% | +12.6% | +12.3% |
| YTD | +18.9% | -2.3% | +21.1% | +17.6% |
| 1Y | +19.9% | -3.9% | +23.9% | +19.0% |
| 3Y | +53.0% | +7.5% | +45.6% | +42.1% |
| 5Y | +40.9% | -9.8% | +50.6% | +35.6% |
| All | +168.1% | +634.9% | -466.8% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling